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Liczba wyników
2010 | nr 140 | 67--79
Tytuł artykułu

Współczesne problemy płynności banków

Warianty tytułu
Contemporary Problems of Banks' Liquidity
Języki publikacji
PL
Abstrakty
Istnieja poważne trudności w wypracowaniu naukowego systemowego podejścia do analizy przyczyn zaburzeń płynności, a zwłaszcza wsparcia dla działań, które muszą być ad hoc podejmowane w przypadku pojawienia się kryzysu finansowego. to pokazuje, jak wiele jest jeszcze do zrobienia w zakresie optymalnych koncecji i rozwiązań służących poprawie jakości zarządzania ryzykiem płynności. (fragment tekstu)
EN
Last financial crisis has shown how important is the proper liquidity management in banks for safety of banking institution and stability of financial sector. That is the reason why we should look broader at this matter. The changing conditions of banking activity, particularly the process of globalization in the financial sector, but also the raising assets of banks and emerging modern financial instruments are new sources of liquidity risk, both funding and market liquidity. Searching the newest literature concerning the liquidity risk, published also after the emerging of last financial crisis, author presents the most important danger for bank liquidity. Identification of them can allow to prepare new measure for better liquidity risk management in banks and also find the new instruments of supervisory and monetary policy, which could be the assistance in liquidity risk management in banks. (original abstract)
Rocznik
Numer
Strony
67--79
Opis fizyczny
Twórcy
  • Związek Banków Polskich
Bibliografia
  • Allen F., Gale D. (2004), Financial Fragility, Liąuidity, and As s et Prices, Journal of the European Economic Association, December.
  • Bellofiore R., Ferris R, red. (2001), Financial Keynesianism and Market Instability.The Economic Legacy of Hyman Minsky vol. l, Cheltenham: Edward Elgar.
  • Borio C. (2004), Market Distress and Yanishing Liąuidity: Anatomy and Policy Options, Bank for International Settlement, Basel.
  • Borio C. (2000), Special Feature: Market Liquidity and Stress: Selected Issues and Policy Implications, BIS Quarterly Review, November 2000.
  • Borio C. (2009), Ten Propositions about Liquidity Crisis, BIS Working Papers No. 293, Bank for International Settlements.
  • CEBS (2007), First Part ofCEBSs Technical Advice to the European Commission on Liquidity Risk Management: Survey ofthe Current Regulatory Frameworks Adopted by the EEA Regulators, London, August.
  • CEBS (2008), Second Art ofCEBSs Technical Advice to the European Commission on Liquidity Risk Management, London, June.
  • CEBS (2009), Guidelines on Liquidity Buffers & Survival Periods, December.
  • Congdon T. (2007), Pursuit of Profit has Led to a Risky Łąck of Liquidity, Financial Times, September.
  • Crockett A. (2008), Market Liquidity and Financial Stability, Financial Stability Review- Special issue on liquidity, No. 11, Banąue de France.
  • Diamond D., Rajan R. (2005), Liquidity Shortages and Banking Crises, The Journal of Finance, vol. LX, No. 2.
  • Ewerhart Ch., Valla N. (2008), Financial Market Liąuidity and the Lender of Last Resort, Financial Stability Review - Special issue on liquidity, No. 11, Banque de France.
  • FSA (2009), Strengthening Liquidity Standards, October, www.fsa.gov.uk.
  • Geithner T. (2008), We Can Reduce Risk in the Financial System, Financial Times, June 9.
  • Goldstein M. (2008), A Proposal to Improve the Banks' Regulatory Liquidity, Financial Times, May 22.
  • Goodhart Ch. (2007), Capital, Not Liąuidity is the Problem, Financial Times, September 14.
  • Goodhart Ch. (2008), Liquidity Risk Management, Financial Stability Review - Special issue on liquidity, No. 11, Banque de France.
  • de Grauwe R (2008), Act Now to Stop Markets' Vicious Circle, Financial Times, March 20.
  • Heffernan S. (2007), Nowoczesna bankowość, Wydawnictwo Naukowe PWN, Warszawa.
  • Hughes J., Tett G. (2008), An Unforgiving Eye. Bankers Cry Foul Over Fair Value Accounting, Financial Times, March 14.
  • IMF (2009), Lessons of Financial Crisis for Future Regulation of Financial Institutions and Markets and for Liquidity Management, Washington, February 4.
  • International Frameworkfor Liquidity Risk Measurement, Standards and Monitoring (2009), Consultative Document, Basel Committee on Banking Supervision, Basel, December.
  • Iwanicz-Drozdowska M. (2005), Zarządzanie finansowe bankiem, PWE, Warszawa.
  • Iwanicz-Drozdowska M., Nowak A. (2001), Ryzyko bankowe, Szkoła Główna Handlowa, Warszawa.
  • Jajuga K. (2007), Zarządzanie ryzykiem, Wydawnictwo Naukowe PWN.
  • Jaworski W., Zawadzka Z. (2001), Bankowość. Podręcznik akademicki, Poltext, Warszawa.
  • Liquidity Risk: Management and Supervisory Challenges (2008), Basel Committee on Banking Supervision, Basel, February.
  • The Management of Liquidity Risk in Financial Groups (2006), Basel Committee on Banking Supervision, Basel, May.
  • Mehrling P. (2001), Minsky, Modern Finance and the Case of LTCM, w: R. Bellofiore, P. Ferris (red.), Financial Keynesianism and Market Instability. The Economic Legacy of Hyman Minsky vol. l, Cheltenham: Edward Elgar.
  • Minsky H. (1986), Stabilizing an Unstable Economy, Yale University Press, New Haven, Conn.
  • Nesvetailova A. (2007), Fragile Finance, Palgrave Macmillan, Houndsmill.
  • Persuad A.D. (2008), Regulation, Valuation and Systemic Liquidity, Financial Stability Review, No. 12, Banque de France.
  • Pettis M. (2001), The Volatility Machine. Emerging Economies and the Threat of Financial Collapse, Oxford University Press, Oxford.
  • Plender J. (2007), Let s not Forget to Mention Liquidity Risk at the Basel Round, Financial Times, October 10.
  • Principles for Sound Liquidity Risk Management and Supervision (2008), Basel Committee on Banking Supervision , Basel, June.
  • Rochet J. - C. (2008), Liquidity Regulation and the Lender of Last Resort, Financial Stability Review-Special issue on liquidity, No. 11, Banque de France.
  • Tirole J. (2009), Illiquidity and all its Friends, Paper prepared for 8th BIS Annual Con-ference on Financial Systems and Macroeconomic Resilience: Revisited, Basel, September 12.
  • Towards Greater Financial Stability: A Private Sector Perspective (2005), Raport z 27 lipca 2005 r. przygotowany przez Counterparty Risk Management Policy Group, www.crmpolicygroup.org
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171196925

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